CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 0.8879 0.8935 0.0056 0.6% 0.8836
High 0.8950 0.9087 0.0137 1.5% 0.8958
Low 0.8843 0.8935 0.0092 1.0% 0.8823
Close 0.8923 0.9025 0.0103 1.1% 0.8850
Range 0.0107 0.0153 0.0046 42.5% 0.0135
ATR 0.0075 0.0082 0.0006 8.5% 0.0000
Volume 40 94 54 135.0% 70
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9473 0.9402 0.9109
R3 0.9321 0.9249 0.9067
R2 0.9168 0.9168 0.9053
R1 0.9097 0.9097 0.9039 0.9132
PP 0.9016 0.9016 0.9016 0.9033
S1 0.8944 0.8944 0.9011 0.8980
S2 0.8863 0.8863 0.8997
S3 0.8711 0.8792 0.8983
S4 0.8558 0.8639 0.8941
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9282 0.9201 0.8924
R3 0.9147 0.9066 0.8887
R2 0.9012 0.9012 0.8875
R1 0.8931 0.8931 0.8862 0.8971
PP 0.8877 0.8877 0.8877 0.8897
S1 0.8796 0.8796 0.8838 0.8836
S2 0.8742 0.8742 0.8825
S3 0.8607 0.8661 0.8813
S4 0.8472 0.8526 0.8776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9087 0.8804 0.0283 3.1% 0.0101 1.1% 78% True False 40
10 0.9087 0.8804 0.0283 3.1% 0.0082 0.9% 78% True False 26
20 0.9087 0.8804 0.0283 3.1% 0.0057 0.6% 78% True False 17
40 0.9087 0.8300 0.0787 8.7% 0.0054 0.6% 92% True False 12
60 0.9087 0.8300 0.0787 8.7% 0.0043 0.5% 92% True False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 0.9735
2.618 0.9486
1.618 0.9334
1.000 0.9240
0.618 0.9181
HIGH 0.9087
0.618 0.9029
0.500 0.9011
0.382 0.8993
LOW 0.8935
0.618 0.8840
1.000 0.8782
1.618 0.8688
2.618 0.8535
4.250 0.8286
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 0.9020 0.9001
PP 0.9016 0.8977
S1 0.9011 0.8953

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These figures are updated between 7pm and 10pm EST after a trading day.

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